本文選題：個人消費貸款　切入點：信用風險　出處：《揚州大學》2017年碩士論文　論文類型：學位論文

【摘要】：近年來,隨著中國經(jīng)濟穩(wěn)步發(fā)展,國內(nèi)人民的消費能力不斷上升,個人消費貸款業(yè)務(wù)呈現(xiàn)出快速發(fā)展態(tài)勢。個人消費貸款作為可以刺激和提高國民群體消費需求的一種方式,在消費群體中形成了用途廣、貸款靈活、使用快捷的貸款特點。商業(yè)銀行將個人消費貸款作為優(yōu)質(zhì)資產(chǎn)業(yè)務(wù)發(fā)展,極大促使了銀行資產(chǎn)業(yè)務(wù)朝多元化發(fā)展和戰(zhàn)略地位的不斷提高。但由于我國個人消費貸款業(yè)務(wù)相對于西方國家開辦較晚,結(jié)構(gòu)發(fā)展失衡,在個人消費貸款風險管理中,各家商業(yè)銀行又普遍存在監(jiān)測能力差、管理手段落后、控制能力弱等問題,從四大國有銀行個人消費貸款2%-3%的不良率來看,一直都高于國際1%的平均水平,這使得如何又快又好的發(fā)展個人消費貸款成了我國商業(yè)銀行面臨的重要課題,也更顯得優(yōu)秀的風險管理能力必將成為各家商業(yè)銀行個人消費貸款發(fā)展的核心競爭力。根據(jù)西方發(fā)達國家商業(yè)銀行個人消費貸款發(fā)展經(jīng)驗,個人消費貸款所面臨的最大風險仍然是信用風險。所以,如何做好個人消費貸款信用風險的管理將對其發(fā)展具有重大的積極意義。本文在分析了個人消費貸款信用風險分類、特點和成因等基礎(chǔ)上,以郵儲銀行Y市分行為研究個案,梳理了在個人消費貸款發(fā)展中遇到的問題,通過借鑒國內(nèi)外關(guān)于個人消費貸款信用風險評估的理論和研究成果,運用Logistic回歸模型對郵儲銀行Y市分行個人消費貸款信用風險進行實證分析的方法,對年齡、婚姻狀況、教育程度、單位性質(zhì)、職務(wù)、收入還貸比、信用分類等七項與借款客戶個人信用評分緊密相關(guān)的指標相關(guān)影響因素進行回歸分析,剔除與因變量是否履約情況不顯著相關(guān)因素,從而得出個人信用評分模型,進而提出從加強消費貸款團隊建設(shè)、完善風險管理內(nèi)部環(huán)境、優(yōu)化信用風險管理手段和完善消費貸款流程管理等四個方面,提高郵儲銀行Y分行個人消費貸款信用風險管理水平。
[Abstract]:In recent years, with the steady development of China's economy, the consumption power of the domestic people has been rising, and the business of personal consumption loans has shown a rapid development. As a way to stimulate and increase the consumer demand of the national population, the personal consumption loan is a way to stimulate and increase the consumption demand of the national population. In the consumer group has formed a wide range of uses, flexible loans, the use of fast loan characteristics. Commercial banks take personal consumer loans as high-quality assets business development, It has greatly promoted the diversification of bank assets business and the continuous improvement of strategic position. However, due to the late opening of personal consumption loan business in our country compared with the western countries, the structure development is out of balance, so in the risk management of personal consumption loan, The commercial banks also generally have problems such as poor monitoring ability, backward management means, weak control ability, and so on. Judging from the bad rate of 2%-3% of the personal consumption loans of the four major state-owned banks, they have always been higher than the international average of 1%. This makes how to develop personal consumption loans quickly and well has become an important issue facing our commercial banks. Moreover, it will become the core competitiveness of individual consumption loan development of commercial banks. According to the development experience of commercial banks in western developed countries, The biggest risk faced by personal consumption loan is still credit risk. Therefore, how to manage the credit risk of personal consumption loan is of great positive significance to its development. On the basis of characteristics and causes, taking Y City Branch of Postal savings Bank as a case study, this paper combs the problems encountered in the development of personal consumption loan, and draws lessons from the theory and research results of credit risk assessment of personal consumption loan at home and abroad. Using the Logistic regression model to analyze the credit risk of personal consumer loan in Y branch of postal savings bank, the paper analyzes the age, marital status, education level, unit nature, position, income / loan ratio, etc. Credit classification and other seven factors closely related to the personal credit score of the loan customer were analyzed by regression analysis, and the individual credit rating model was obtained by excluding the factors that were not significantly related to the performance of dependent variables. Further, it puts forward four aspects: strengthening the construction of consumer loan team, perfecting the internal environment of risk management, optimizing the means of credit risk management and perfecting the management of consumer loan flow. Improve the postal savings bank Y branch personal consumer loan credit risk management level.
【學位授予單位】：揚州大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F618.3;F832.479
，

本文編號：1627072